Hi, looking at various references, it seems that the definition of the error as errors[i] = FastMath.sqrt(covar[i][i]) * c; or errors[i] = FastMath.sqrt(covar[i][i]); is a matter of convention.
I'm no statistician, but I gathered that the first expression is what is called Asymptotic Standard Error (see equations 34 and 35, http://mathworld.wolfram.com/LeastSquaresFitting.html). Meanwhile, NR seems to favor the second expression. It would be nice to check what R (which is truly statistician's stuff) returns as parameters errors. Sébastien --------------------------------------------------------------------- To unsubscribe, e-mail: dev-unsubscr...@commons.apache.org For additional commands, e-mail: dev-h...@commons.apache.org
